2nd Frontiers of Factor Investing Conference

Thursday 2 April 2020, 8:30am to Friday 3 April 2020, 5:00pm

Venue

LUMS Lecture Theatre 1, LA1 4YX - View Map

Open to

External Organisations, Postgraduates, Public, Staff

Registration

Cost to attend - booking required

Registration Info

Register here.

Ticket Price

The fees for this conference are Academic registration: £120, PhD student registration: £80, Practitioner registration: £500. Additional Conference Dinner for non-attendees of the conference £50. Registration will open in November 2019.

Event Details

Organised by The Centre for Financial Econometrics, Asset Markets and Macroeconomic Policy (EMP) at Lancaster University Management School, the Centre for Endowment Asset Management (CEAM) at the University of Cambridge and Invesco Quantitative Strategies

We invite the submission of papers in the field of factor investing and related research areas, including:

• Asset pricing • Financial econometrics

• Investments • High-frequency finance

• Factor selection, optimization and timing • Volatility modelling

• Global portfolio selection • Pricing factors

• Risk management • Big data & Machine learning

• Factor allocation • Forecasting

• Model selection • Extreme event modelling

• News sentiment • Return predictability

The best paper will be awarded the Invesco Factor Investing Prize (GBP £1,000).

Closing Date for Paper Submission: 15th January 2020

Papers should be submitted in electronic form (pdf) via email to emp@lancaster.ac.uk.

Please include your contact information and affiliation.

Organising Committee

David Chambers, Elroy Dimson, Anastasios Kagkadis, Harald Lohre, Ingmar Nolte, Sandra Nolte, Mark Shackleton, George Wang, Chelsea Yao

Contact Details

Name Teresa Aldren
Email

t.aldren@lancaster.ac.uk

Telephone number

+44 1524 510906

Website

http://wp.lancs.ac.uk/fofi2020